fx-quant/results/2025_validation/trades_S7_Tight_2025.csv at main

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Brent NealeandClaude Opus 4.6 8df1bac3a4 Add 2025 forward validation: only S3 survives out of 4 strategies

Downloaded 2025 data (Oct 2024-Dec 2025) for GBP_JPY H1, GBP_AUD H1,
GBP_USD M15+H1 via Dukascopy. Ran all 4 Phase 2 passing strategies on
2025 data. Results: S7_Tight PF=0.52 FAIL, S9_Filtered PF=0.74 FAIL,
S3 PF=1.05 PASS (+52p), S8_OB PF=0.84 FAIL. Portfolio PF=0.83 (-373p).
Only S3 (Key Level Breakout) maintained edge into 2025.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

2026-02-21 12:00:22 +10:00

8.5 KiB

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1	timestamp	strategy_id	pair	signal_direction	entry_price	sl_price	tp1_price	tp2_price	tp3_price	lot_size	confluence_score	session	spread_at_entry	atr_at_entry	adx_at_entry	rsi_at_entry	ema_50_value	ema_200_value	vwap_deviation	news_within_60min	macd_hist_at_entry	stoch_k_at_entry	distance_from_ema50_pips	candle_body_ratio	hour_of_day	day_of_week	entry_pattern	exit_price	exit_reason	exit_time	pnl_pips	pnl_dollars	hold_time_minutes	win
2	2025-01-06 08:00:00+00:00	7	GBP_JPY	LONG	196.795	196.03562464338182	197.20456303492728	197.64312606985453	197.64312606985453	1326.04	3	LONDON	2.5	0.2923753566181812	45.050221339210545	77.80688335793323	195.71885313944267	196.23361299221412	13.56666666666797	False	0.10862603334152274	76.13264615568745	104.71468605573193	0.9339019189765324	8	0	liquidity_sweep_bullish	196.795	TP1+SL	2025-01-06 12:00:00+00:00	20.4781517463644	271.5484834174905	240	True
3	2025-01-20 08:00:00+00:00	7	GBP_JPY	SHORT	190.368	191.00814705018644	189.90477942472035	189.4125588494407	189.4125588494407	1577.26	4	LONDON	2.5	0.3281470501864324	25.298907150137687	53.43629606532976	190.37008387714386	192.17198916859877	-6.30000000000166	False	0.05233286983744043	67.03372468460755	2.691612285613587	0.3952254641909738	8	0	liquidity_sweep_bearish	191.00814705018644	SL	2025-01-20 13:00:00+00:00	-64.01470501864424	-1009.678336377068	300	False
4	2025-01-23 16:00:00+00:00	7	GBP_JPY	LONG	192.63	191.9914763841423	193.0067854237866	193.41257084757316	193.41257084757316	1565.46	5	OVERLAP	2.5	0.2705236158577244	18.66356085986309	51.093857506184456	192.3279797181537	192.11847936562066	4.843352747684548	False	-0.04679460852219795	45.385416158364286	27.30202818462999	0.39000000000000923	16	3	liquidity_sweep_bullish	193.41257084757316	TP3	2025-01-24 02:00:00+00:00	57.968313466323494	907.4707599899078	600	True
5	2025-02-18 14:00:00+00:00	7	GBP_JPY	LONG	191.401	190.61660095897497	191.83309856153755	192.2941971230751	192.2941971230751	1285.89	4	OVERLAP	2.5	0.30739904102502896	21.4599980182721	51.8930443330576	191.32376083769176	191.00195076638033	8.437271970993265	False	-0.02846848606283359	34.04542331279312	4.823916230824921	0.7325102880659059	14	1	liquidity_sweep_bullish	191.401	TP1+SL	2025-02-19 01:00:00+00:00	21.60492807687717	277.8156096477559	660	True
6	2025-02-26 16:00:00+00:00	7	GBP_JPY	SHORT	189.275	190.21298715589526	188.7235192661571	188.14303853231416	188.14303853231416	1078.3	4	OVERLAP	2.5	0.3869871558952756	22.133066874265946	54.18003728061299	189.11118565385374	189.7835561346014	2.4538497016692418	False	0.06168790896406007	70.7215119032236	19.28143461462639	0.8388278388278478	16	2	liquidity_sweep_bearish	189.275	TP1+SL	2025-02-27 08:00:00+00:00	27.574036692145402	297.33083765140384	960	True
7	2025-03-06 15:00:00+00:00	7	GBP_JPY	LONG	191.106	189.7752292340628	191.85065614890576	192.62431229781154	192.62431229781154	762.27	4	OVERLAP	2.5	0.5157707659371802	46.93199444636843	48.41002242969856	191.0828601212273	190.28532328403827	53.69696397433188	False	-0.1501054792100494	58.621741402055534	-0.5860121227300397	0.7652947719688403	15	3	liquidity_sweep_bullish	189.7752292340628	SL	2025-03-07 17:00:00+00:00	-133.07707659371886	-1014.4066317509407	1560	False
8	2025-03-13 09:00:00+00:00	7	GBP_JPY	LONG	192.018	190.96996870844208	192.58154693733692	193.17409387467382	193.17409387467382	958.24	4	LONDON	2.5	0.39503129155793953	34.48310138818815	53.6518517301343	191.57661097842632	190.80803703314126	41.22496199382795	False	-0.0869180645672551	57.10849783778287	41.238902157368784	0.7356143079315904	9	3	liquidity_sweep_bullish	190.96996870844208	SL	2025-03-13 17:00:00+00:00	-104.80312915579191	-1004.2655048224603	480	False
9	2025-03-21 08:00:00+00:00	7	GBP_JPY	LONG	193.465	192.60699022054078	193.94301466918884	194.45002933837765	194.45002933837765	1158.75	4	LONDON	2.5	0.3380097794592138	19.55413013900674	57.59345719786689	193.21326929977846	192.64402368080886	14.099999999999113	False	0.07378067080985559	64.68349606404871	22.273070022154684	0.5474060822898265	8	4	liquidity_sweep_bullish	192.60699022054078	SL	2025-03-21 12:00:00+00:00	-85.80097794592234	-994.2188319483752	240	False
10	2025-04-10 13:00:00+00:00	7	GBP_JPY	SHORT	187.113	188.6969894079523	186.14001588807156	185.13803177614312	185.13803177614312	621.39	3	OVERLAP	2.5	0.6679894079522872	22.675582678106778	42.105428917197436	187.7886506113008	189.6986960361379	-81.28752132374188	False	-0.18187732366884368	22.821017680266227	-64.66506113007995	0.861365953109076	13	3	liquidity_sweep_bearish	187.113	TP1+SL	2025-04-11 06:00:00+00:00	48.649205596422014	302.30129865560673	1020	True
11	2025-05-07 12:00:00+00:00	7	GBP_JPY	LONG	191.644	191.03785831575223	192.06071252637167	192.50642505274334	192.50642505274334	1628.83	3	LONDON	2.5	0.2971416842477794	30.04581062738892	64.51742125633898	191.14319599460813	191.06214272652716	32.78067002964917	False	0.07921229071340095	76.64342719685682	47.18040053918742	0.7922535211268634	12	2	liquidity_sweep_bullish	191.03785831575223	SL	2025-05-07 18:00:00+00:00	-60.614168424777404	-987.3017595533017	360	False
12	2025-09-25 14:00:00+00:00	7	GBP_JPY	SHORT	199.696	200.1487560194459	199.40736597083117	199.08973194166234	199.08973194166234	2158.84	4	OVERLAP	2.5	0.21175601944588426	31.759483416022125	41.53198926024545	199.90856344598103	199.8488025993896	-11.70593311110224	False	-0.06154447825391013	28.71972318339205	-18.356344598103647	0.2895927601809588	14	3	liquidity_sweep_bearish	200.1487560194459	SL	2025-09-26 07:00:00+00:00	-45.27560194458999	-977.4278050205867	1020	False
13	2025-10-09 11:00:00+00:00	7	GBP_JPY	LONG	204.387	203.68883656502143	204.80824515246786	205.25849030493572	205.25849030493572	1386.0	3	LONDON	2.5	0.3001634349785676	26.47777521556377	50.07149501573136	203.95657599082438	201.64379957839563	15.37902553312449	False	-0.0784209891394244	40.970714071725496	40.14240091756278	0.6354679802955814	11	3	liquidity_sweep_bullish	203.68883656502143	SL	2025-10-09 15:00:00+00:00	-69.81634349785679	-967.6545208802952	240	False
14	2025-11-24 12:00:00+00:00	7	GBP_JPY	LONG	205.68699999999998	204.982931102766	206.10210334585096	206.54620669170194	206.54620669170194	1360.63	3	LONDON	2.5	0.29606889723398366	28.937655011938737	60.26378817556637	205.24125319483898	204.39473049527857	32.74583855999822	False	0.059839510918221234	55.56168461605938	41.67468051610115	0.8740554156170971	12	0	liquidity_sweep_bullish	205.77	TIME	2025-11-26 04:00:00+00:00	8.300000000002683	112.93229000003652	2400	True
15	2025-12-03 09:00:00+00:00	7	GBP_JPY	LONG	206.666	206.0605009907832	206.98874851382521	207.3404970276504	207.3404970276504	1583.99	4	LONDON	2.5	0.23449900921680372	28.344594479891004	72.17672370547221	205.9594723013251	205.7422457337999	19.86240915854296	False	0.06360367716976709	90.23947202070583	67.75276986749077	0.585858585858562	9	2	liquidity_sweep_bullish	207.3404970276504	TP3	2025-12-03 21:00:00+00:00	49.86270289529991	789.8202275912611	720	True
16	2025-12-23 09:00:00+00:00	7	GBP_JPY	LONG	210.611	210.04134466889494	210.9699829966576	211.3579659933152	211.3579659933152	1697.52	4	LONDON	2.5	0.25865533110506334	41.48957497418431	42.89300280553006	210.52938837174582	209.04430568410808	-0.17577004943234442	False	-0.0806279410814187	67.69704779631962	5.261162825416932	0.16155988857937573	9	1	liquidity_sweep_bullish	210.611	TP1+SL	2025-12-23 15:00:00+00:00	17.949149832880096	304.6904082431062	360	True
17	2025-12-24 15:00:00+00:00	7	GBP_JPY	LONG	210.406	209.77845579590925	210.77381630613615	211.1706326122723	211.1706326122723	1545.79	4	OVERLAP	2.5	0.2645442040907657	23.160935773629824	42.92575626793039	210.59786209934424	209.46187458014302	-11.337377135691895	False	-0.027031930118123687	38.270999947637016	-22.086209934423096	0.5810810810811182	15	2	liquidity_sweep_bullish	210.406	TP1+SL	2025-12-25 07:00:00+00:00	18.39081530680744	284.28338393109874	960	True
18	2025-12-30 08:00:00+00:00	7	GBP_JPY	LONG	210.74	210.31343409461678	211.04934885807484	211.38769771614963	211.38769771614963	2280.76	3	LONDON	2.5	0.22556590538320787	27.79658816044497	44.176618763832884	210.85847556356012	210.1984761267166	3.5666666666656965	False	-0.005321844175906129	28.660863172250515	-14.747556356010705	0.21940928270048873	8	1	liquidity_sweep_bullish	210.31343409461678	SL	2025-12-30 22:00:00+00:00	-42.656590538322796	-972.8944543618512	840	False
19	2025-12-31 09:00:00+00:00	7	GBP_JPY	LONG	210.492	210.0619801216865	210.76002981747024	211.0570596349405	211.0570596349405	2239.81	3	LONDON	2.5	0.1980198783134948	28.740310445169715	42.19993800482815	210.70362349428802	210.29074875948643	1.797318301254336	False	-0.0119967564523158	24.784612302144044	-24.06234942880303	0.5445544554455232	9	2	liquidity_sweep_bullish	211.0570596349405	TP3	2025-12-31 13:00:00+00:00	41.65472490070168	932.9866937984063	240	True

8.5 KiB Raw Permalink Blame History

8.5 KiB

Raw Permalink Blame History